+19.6%
COHR vs RSP
+11.3%
+8.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +9.0% |
| 7D | +11.0% | -0.4% | +11.4% | +11.3% |
| 30D | -20.4% | -1.5% | -18.8% | -18.7% |
| 3M | -24.9% | +4.8% | -29.7% | -34.4% |
| All | +19.6% | +11.3% | +8.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded RSP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling